Your problem is that some video players/plugins do not support authentication. To say something more I’d need to know what kind of authentication method you’re using. Is it Basic Authentication or Form Authentication?
The trick with checking the referer is very old. Nowadays anyone can easily bypass such protection using referer spoofing and download your videos without much hassle.
If your site requires a secure and smooth authentication (CCBill is supported) you might want to check out those sites:
demo.sitedefensor.com
http://www.sitedefensor.com